A 34-12 defeat at the RDS Arena 12 months ago dashed those dreams, but Pyrgos is determined to bounce back in his second successive Final.
The Warriors come into the clash at the Kingspan Stadium in good form with just a solitary defeat in their last seven league encounters.
Indeed, they have a good recent record against Irish provinces having lost just two of their last nine fixtures with teams from the Emerald Isle - including last weekend's 16-14 semi-final win over Ulster.
One of those defeats, though, came against Munster back in February, but scrum-half Pyrgos insists there is only one loss playing on his mind - and he's vowed to put the record straight this weekend.
"Learning from last year, it wasn't a case of winning the semi and maybe not turning up for the Final," said Pyrgos.
"Leinster just played very well but we know this week we will have to work extremely hard and recover well because that was a really tough game.
"Our goal as a squad is to win a trophy, to be the first Scottish team to win a trophy."
While Glasgow are yet to get their hands on a major trophy, Munster will be chasing a fourth PRO12 title and their first since they won the Final against Leinster at Thomond Park in 2011.
That was their most recent appearance in a major showpiece and was their fifth successive victory in the final of all tournaments they have contested.
And if the Warriors are in good form then Munster are on the march having lost just once in the GUINNESS PRO12 since New Year's Day.
The Munstermen are unbeaten in their last six encounters and have won both of their games with Scottish opponents in 2015, but have triumphed only once in Belfast in their last eight visits.
Conor Murray and Simon Zebo remain fitness doubts ahead of the weekend, but captain Peter O'Mahony claims he will be fit after a hip flexor complaint forced him off shortly after half-time in last week's semi-final win over Ospreys.
And head coach Anthony Foley admits his side - led by Paul O'Connell, who could be making his last appearance for Munster on Saturday - are reaching their peak.
"A lot of these guys are getting to an age of 25, 26, 27 - a good age for a team to start looking to win trophies, to kick on with their careers, to try and get international careers, to look to establish themselves in teams and looking to be very ambitious in what they're doing," he said.
"If we can start with that and, hopefully, do something on Saturday, then that would be great. If we don't and we end up losing, it's not all doom and gloom. We've brought through a lot of players, we're in a good position in that everyone has a clear understanding of how we want to play and what are we looking to do around the game."
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